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矩阵方程AXB+CX~TD=E自反最佳逼近解的迭代算法
引用本文:杨家稳,孙合明.矩阵方程AXB+CX~TD=E自反最佳逼近解的迭代算法[J].数学杂志,2015,35(5):1275-1286.
作者姓名:杨家稳  孙合明
作者单位:滁州职业技术学院基础部, 安徽 滁州 239000,河海大学理学院, 江苏 南京 210098
基金项目:安徽高校省级自然科学基金资助(KJ2011B119)
摘    要:本文研究了Sylvester矩阵方程AXB+CXTD=E自反(或反自反)最佳逼近解.利用所提出的共轭方向法的迭代算法,获得了一个结果:不论矩阵方程AXB+CXTD=E是否相容,对于任给初始自反(或反自反)矩阵X1,在有限迭代步内,该算法都能够计算出该矩阵方程的自反(或反自反)最佳逼近解.最后,三个数值例子验证了该算法是有效性的.

关 键 词:Sylvester矩阵方程  Kronecker积  共轭方向法  最佳逼近解  自反矩阵
收稿时间:2013/6/12 0:00:00
修稿时间:2013/7/30 0:00:00

AN ITERATIVE ALGORITHM FOR THE REFLEXIVE OPTIMAL APPROXIMATION SOLUTION OF MATRIX EQUATIONS AXB + CXTD=E
YANG Jia-wen and SUN He-ming.AN ITERATIVE ALGORITHM FOR THE REFLEXIVE OPTIMAL APPROXIMATION SOLUTION OF MATRIX EQUATIONS AXB + CXTD=E[J].Journal of Mathematics,2015,35(5):1275-1286.
Authors:YANG Jia-wen and SUN He-ming
Institution:Department of Basic, Chuzhou Vocational and Technical College, Chuzhou 239000, China and College of Science, Hohai University, Nanjing 210098, China
Abstract:In this paper, we study the optimal approximation solutin of the Sylvester matrix equations AXB + CXTD=E over reflexive (anti-reflexive) matrices. By using the proposed conjugate direction method, we get a result that whatever matrix equations AXB + CXTD=E are consistent or not, for arbitrary initial reflexive (anti-reflexive) matrix X1, the reflexive (anti-reflexive) optimal approximation solution can be obtained within finite iteration steps in the absence of round-off errors. The effectiveness of the proposed algorithm is verified by three numerical examples.
Keywords:sylvester matrix equations  Kronecker product  conjugate direction method  optimal approximation solution  reflexive matrix
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